Optimization of computer simulation models with rare events-Reference-Cited by-同舟云学术

Optimization of computer simulation models with rare events

Published:1997-05 Issue:1 Volume:99 Page:89-112
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Rubinstein Reuven Y.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference33 articles.

1. Applied Probability and Queues;Asmussen,1987

2. The efficiency and heavy traffic properties of the score function method in sensitivity analysis of queueing models;Asmussen;Advances of Applied Probability,1992

3. Response surface estimation and sensitivity analysis via efficient change of measure;Asmussen;Stochastic Models,1993

4. Complexity properties of steady-state rare events simulation in queueing models;Asmussen,1995

5. Sensitivity analysis of insurance risk models;Asmussen,1996

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